Anic Equity¶

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Total return since start: 0.562 %¶

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Equity now: -----------------------------> 47699.44 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46304.52 Kr¶

PnL: ---------------------------------------> -584.05 Kr¶

DD now: ---------------------------------> -1.913 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 14:27:56.034382'

Anic Portfolio¶

Today¶

Return: 0.814 %¶

This Week¶

Return: 0.349 %¶

Total¶

Return: 56.156 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 4.050000 3208.400000 237.400000 7.990000 2971.000006
HEBA B 70 -0.130000 2730.000000 94.000000 3.570000 2636.000010
SAAB B 8 0.630000 3448.000000 71.000000 2.100000 3377.000000
FM Mattsson Mora Group B 50 -1.650000 2980.000000 53.000000 1.810000 2927.000000
Corem Property Group B 59 0.770000 615.960000 38.960000 6.750000 576.999999
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Samhällsbyggnadsbo. i Norden B 20 1.320000 383.200000 28.200000 7.940000 355.000000
AcadeMedia 12 0.660000 583.200000 26.200000 4.700000 557.000004
Resurs Holding 22 4.050000 599.720000 25.720000 4.480000 573.999998
MedCap 2 1.360000 446.000000 25.000000 5.940000 421.000000
Eastnine 4 -0.940000 504.800000 13.800000 2.810000 491.000000
OEM International B 7 0.910000 541.100000 13.100000 2.480000 527.999997
Fastighetsbolag. Emilshus Pref 21 1.120000 571.200000 9.200000 1.640000 562.000005
Intrum 4 -0.070000 535.800000 8.800000 1.670000 527.000000
HMS Networks 2 -0.700000 681.600000 8.600000 1.280000 673.000000
Essity A 4 0.350000 1154.000000 5.000000 0.440000 1149.000000
Coor Service Management Hold. 8 0.830000 534.400000 2.400000 0.450000 532.000000
Swedbank A 3 0.610000 566.400000 2.400000 0.430000 564.000000
Essity B 2 0.880000 576.200000 2.200000 0.380000 574.000000
Boozt 12 1.850000 1654.800000 0.800000 0.050000 1653.999996
Creaspac SPAC 6 0.100000 576.000000 -1.000000 -0.170000 577.000002
Sampo Oyj SDB 7 1.570000 3846.500000 -3.500000 -0.090000 3850.000000
Handelsbanken A 5 0.320000 542.000000 -4.000000 -0.730000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.100000 241.920000 -4.080000 -1.660000 246.000000
Securitas B 6 0.110000 564.360000 -5.640000 -0.990000 570.000000
Karnov Group 9 1.910000 527.400000 -8.600000 -1.600000 536.000004
CTEK 13 1.160000 523.380000 -10.620000 -1.990000 533.999999
Nordea Bank Abp 29 0.440000 3435.920000 -18.080000 -0.520000 3453.999992
Midsona B 63 1.950000 558.810000 -24.190000 -4.150000 582.999984
Vivesto 1368 2.010000 569.910000 -43.090000 -7.030000 612.999432
International Petroleum Corp. 5 0.650000 542.000000 -52.570000 -8.840000 594.565215
Axfood 13 -0.320000 3629.600000 -126.400000 -3.370000 3756.000001
OX2 18 1.890000 1453.500000 -210.500000 -12.650000 1663.999992
Fasadgruppen Group 35 2.360000 3493.000000 -318.000000 -8.340000 3810.999990
Ovzon 52 0.720000 2912.000000 -450.000000 -13.380000 3361.999992
TOTAL 46304.520000 -584.050000 -1.91333% 46888.564618

Updated:¶

'2023-01-20 14:28:08.594997'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶